This is an error message from Amazon and can be triggered for a variety of reasons, the following are the most common:
you are adding to a shipment that has been deleted or archived in Seller Central - in this case, the shipment will not appear as WORKING in your shipping queue in SC
the shipment was never created in Seller Central due to a feed error between us and Amazon - in this case the shipment will not appear as WORKING in your shipping queue in SC
it is being sent by mistake by Amazon as it is their error message - in this case the shipment WILL APPEAR as WORKING in your shipping queue in Seller Central
As long as the shipment appears in your shipping queue in SC as WORKING and the items are adding to it in SC then you are fine to proceed.
If the shipment does not appear in the shipping queue in SC then you need to stop adding to the shipment in SP, right-click the shipment icon on the main LIST screen, select DELETE or ARCHIVE to remove the shipment from your LIST screen and start over adding the items into a new shipment.